scientific article; zbMATH DE number 3824942

zbMATH Open0521.62017MaRDI QIDQ3670352FDOQ3670352

Authors:

Publication date: 1983

Title of this publication is not available (Why is that?)

zbMATH Keywords

projectionchange-point problemBrownian bridgecontrol chartreversed martingaleasymptotic distributions of rank statisticsserial rank

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Cited In (6)

• Change-point detection with rank statistics in long-memory time-series models
• Rank tests for two change points
• Limit theorems for generalized sequential rank statistics
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
• Data driven rank statistics in change point analysis
• Change-point problems: bibliography and review

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3670352)